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Econometric analysis

Author: William H Greene
Publisher: Upper Saddle River, N.J. : Prentice Hall, ©2003.
Edition/Format:   Print book : English : 5th edView all editions and formats
Summary:

This text has two objectives. The first is to introduce students to applied econometrics, the second is to present the necessary theoretical background to enable them to recognize variants of the  Read more...

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Genre/Form: Matériel didactique
manuel
[manuel]
Document Type: Book
All Authors / Contributors: William H Greene
ISBN: 0130661899 9780130661890
OCLC Number: 300786097
Notes: Comprend des résumés.
Comprend des index.
Description: xxx, 1026 p. : ill. ; 25 cm
Contents: 1. Introduction. 2. The Classical Multiple Linear Regression Model. 3. Least Squares. 4. Finite Sample Properties of the Least Squares Estimator. 5. Large Sample Properties of the Least Squares and Instrumental Variables Estimators. 6. Inference and Prediction. 7. Functional Form and Structural Change. 8. Specification Analysis and Model Selection. 9. Nonlinear Regression Models. 10. Nonspherical Disturbances-The Generalized Regression Model. 11. Heteroscedasticity. 12. Serial Correlation. 13. Models for Panel Data. 14. Systems of Regression Equations. 15. Simultaneous-Equations Models. 16. Estimation Frameworks in Econometrics. 17. Maximum Likelihood Estimation. 18. The Generalized Method of Moments. 19. Models with Lagged Variables. 20. Time-Series Models. 21. Models for Discrete Choice. 22. Limited Dependent Variable and Duration Models. Appendix A: Matrix Algebra. Appendix B: Probability and Distribution Theory. Appendix C: Estimation and Inference. Appendix D: Large Sample Distribution Theory. Appendix E: Computation and Optimization. Appendix F: Data Sets Used in Applications. Appendix G. Statistical Tables. References. Author Index. Subject Index.
Responsibility: William H. Greene.

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